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Date:   Mon, 3 Nov 2003 09:01:41 -0800
Reply-To:   Microstructure <randistan69@HOTMAIL.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Microstructure <randistan69@HOTMAIL.COM>
Organization:   http://groups.google.com
Subject:   Formula
Content-Type:   text/plain; charset=ISO-8859-1

Dear All: My Data set is as follows: data abc; set abc.Calculation; input date mmddyy8. openp highp lowp closep tradeq rsturn comp; cards; 01/01/99 1 4 1 4 5 6 AAA 01/02/99 2 3 2 4 4 4 AAA 01/03/99 4 5 2 4 5 1 AAA . . 02/01/99 7 3 8 3 5 1 AAA . . 01/01/00 6 6 2 3 9 3 AAA . . 01/01/01 3 3 4 6 3 9 AAA . . 01/01/99 1 4 1 4 5 6 BBB 01/02/99 2 3 2 4 4 4 BBB 01/03/99 4 5 2 4 5 1 BBB . . 02/01/99 7 3 8 3 5 1 BBB . . 01/01/00 6 6 2 3 9 3 BBB . . 01/01/01 3 3 4 6 3 9 BBB . ;;; data a; set calculation; keep date openP highP lowP closep TradeQ Rsturn Comp lagclp Return;

lagclp=closep(-1); Return=log((lagclp/closep))*100

When I ran the program, what sas did on 1 jan 99 of BBB was to take the last closep of AAA to calculate lagclp. This is wrong. SAS needs to restart the calculation for BBB on jan 1 99. How do i write the code to tell sas to restart the lagging procedure for BBB and the other companies involved in the calculation. Thanx in Advance


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